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Mr Abe, 67, was shot while giving a speech at a campaign rally in the city of Nara, on Friday. He sustained two deep neck wounds and died five-and-a-half hours after the attack.
As the motorcade returned to Tokyo, a steam of mourners was seen bowing as his body was taken to his residence.
The suspect, Tetsuya Yamagami, was arrested immediately after the attack, and told police he believed Mr Abe was linked to a religious group he blamed for ruining his mother financially and breaking up the family, media reported, citing police sources.Police have not identified the group.The man told investigators he had also visited other spots where Mr Abe had made campaign appearances, including in the city of Okayama, more than 200 km (120 miles) from Nara, media reported.
Mr Abe was giving a speech ahead of the parliamentatry elections on Sunday.
Since his death, tributes were paid to the former prime minister, who served two terms in office.
Boris Johnson said: “Incredibly sad news about Shinzo Abe. His global leadership through unchartered times will be remembered by many. My thoughts are with his family, friends and the Japanese people. The UK stands with you at this dark and sad time.”
Mr Abe served two terms as prime minister, stepping down in 2020 citing ill health. But he has remained a dominant presence over the ruling Liberal Democratic Party (LDP), controlling one of its major factions.